Data Classes
Add a Data Source
To add a data source, you first need to import the data classes. The following example will import insider trading data:
from surmount.data import InsiderTrading
Next, add the data source to the data list, with a separate instance of the class for every ticker you want data for:
self.data_list = [InsiderTrading("AAPL")]
Finally, you can access the data as a Python dictionary from the data parameter in the run() function:
insider_trading_dict = data[("insider_trading", "AAPL")]
That dictionary will be in the following format:
# insider_trading_dict
[
{
"symbol": "AAPL",
"filingDate": "2022-10-04 22:05:07",
"transactionDate": "2022-10-03",
"reportingCik": "0001767094",
"transactionType": "S-Sale",
"securitiesOwned": 270196,
"securitiesTransacted": 42393,
"companyCik": "0000320193",
"reportingName": "O'BRIEN DEIRDRE",
"typeOfOwner": "officer: Senior Vice President",
"link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000097/0000320193-22-000097-index.htm",
"securityName": "Common Stock",
"price": 141.09,
"formType": "4",
"acquistionOrDisposition": "D"
},
...]
Data Classes
Miscellaneous
data.InstitutionalOwnership
Add to data list: InstitutionalOwnership("AAPL")
Data dictionary access: ("institutional_ownership", "AAPL")
Contains institutional stock ownership data in the following format:
[
{
"symbol": "AAPL",
"cik": "0000320193",
"date": "2022-12-31",
"investorsHolding": 4322,
"lastInvestorsHolding": 4189,
"investorsHoldingChange": 133,
"numberOf13Fshares": 9328570063,
"lastNumberOf13Fshares": 9185100866,
"numberOf13FsharesChange": 143469197,
"totalInvested": 1259491958234,
"lastTotalInvested": 1663982277483,
"totalInvestedChange": -404490319249,
"ownershipPercent": 57.14,
"lastOwnershipPercent": 56.2612,
"ownershipPercentChange": 0.8788,
"newPositions": 321,
"lastNewPositions": 111,
"newPositionsChange": 210,
"increasedPositions": 1527,
"lastIncreasedPositions": 1651,
"increasedPositionsChange": -124,
"closedPositions": 95,
"lastClosedPositions": 72,
"closedPositionsChange": 23,
"reducedPositions": 2240,
"lastReducedPositions": 2132,
"reducedPositionsChange": 108,
"totalCalls": 37201304688,
"lastTotalCalls": 3002662883440,
"totalCallsChange": -2965461578752,
"totalPuts": 33685223389,
"lastTotalPuts": 50897951618820,
"totalPutsChange": -50864266395431,
"putCallRatio": 0.9055,
"lastPutCallRatio": 16.9509,
"putCallRatioChange": -16.0455
}
]
data.InsiderTrading
Add to data list: InsiderTrading("AAPL")
Data dictionary access: ("insider_trading", "AAPL")
Contains insider trading data in the following format:
[
{
"symbol": "AAPL",
"filingDate": "2022-10-04 22:05:07",
"transactionDate": "2022-10-03",
"reportingCik": "0001767094",
"transactionType": "S-Sale",
"securitiesOwned": 270196,
"securitiesTransacted": 42393,
"companyCik": "0000320193",
"reportingName": "O'BRIEN DEIRDRE",
"typeOfOwner": "officer: Senior Vice President",
"link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000097/0000320193-22-000097-index.htm",
"securityName": "Common Stock",
"price": 141.09,
"formType": "4",
"acquistionOrDisposition": "D"
}
]
data.SocialSentiment
Add to data list: SocialSentiment("AAPL")
Data dictionary access: ("social_sentiment", "AAPL")
Contains social sentiment data in the following format:
[
{
"date": "2022-06-30 23:00:00",
"symbol": "AAPL",
"stocktwitsPosts": 13,
"twitterPosts": 163,
"stocktwitsComments": 9,
"twitterComments": 7769,
"stocktwitsLikes": 16,
"twitterLikes": 40957,
"stocktwitsImpressions": 15141,
"twitterImpressions": 1576854,
"stocktwitsSentiment": 0.5411,
"twitterSentiment": 0.5888
}
]
data.Dividend
Add to data list: Dividend("AAPL")
Data dictionary access: ("dividend", "AAPL")
Contains stock dividend data in the following format:
[
{
"date": "2023-02-10",
"label": "February 10, 23",
"adjDividend": 0.23,
"dividend": 0.23,
"recordDate": "2023-02-13",
"paymentDate": "2023-02-16",
"declarationDate": "2023-02-02"
}
]
data.FinancialStatement
Add to data list: FinancialStatement("AAPL")
Data dictionary access: ("financial_statement", "AAPL")
Contains financial statement data in the following format:
[
{
"date": "2022-09-24",
"symbol": "AAPL",
"reportedCurrency": "USD",
"cik": "0000320193",
"fillingDate": "2022-10-28",
"acceptedDate": "2022-10-27 18:01:14",
"calendarYear": "2022",
"period": "FY",
"revenue": 394328000000,
"costOfRevenue": 223546000000,
"grossProfit": 170782000000,
"grossProfitRatio": 0.4330963056,
"researchAndDevelopmentExpenses": 26251000000,
"generalAndAdministrativeExpenses": 0,
"sellingAndMarketingExpenses": 0,
"sellingGeneralAndAdministrativeExpenses": 25094000000,
"otherExpenses": -334000000,
"operatingExpenses": 51345000000,
"costAndExpenses": 274891000000,
"interestIncome": 2825000000,
"interestExpense": 2931000000,
"depreciationAndAmortization": 11104000000,
"ebitda": 130541000000,
"ebitdaratio": 0.3310467428,
"operatingIncome": 119437000000,
"operatingIncomeRatio": 0.302887444,
"totalOtherIncomeExpensesNet": -334000000,
"incomeBeforeTax": 119103000000,
"incomeBeforeTaxRatio": 0.3020404333,
"incomeTaxExpense": 19300000000,
"netIncome": 99803000000,
"netIncomeRatio": 0.2530964071,
"eps": 6.15,
"epsdiluted": 6.11,
"weightedAverageShsOut": 16215963000,
"weightedAverageShsOutDil": 16325819000,
"link": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000108/0000320193-22-000108-index.htm",
"finalLink": "https://www.sec.gov/Archives/edgar/data/320193/000032019322000108/aapl-20220924.htm"
}
]
data.Ratios
Add to data list: Ratios("AAPL")
Data dictionary access: ("ratios", "AAPL")
Contains financial ratios data in the following format:
[
{
"symbol": "AAPL",
"date": "2023-07-01",
"calendarYear": "2023",
"period": "Q3",
"currentRatio": 0.9815625425125837,
"quickRatio": 0.8135848211070477,
"cashRatio": 0.22733129006185832,
"daysOfSalesOutstanding": 174.85836888883458,
"daysOfInventoryOutstanding": 14.57760444209413,
"operatingCycle": 57.69336663386155,
"daysOfPayablesOutstanding": 92.60774722369116,
"cashConversionCycle": -34.91438058982961,
"grossProfitMargin": 0.44516302553883397,
"operatingProfitMargin": 0.2811594557257601,
"pretaxProfitMargin": 0.2779197281073878,
"netProfitMargin": 0.24305292370135825,
"effectiveTaxRate": 0.12545638499098227,
"returnOnAssets": 0.059339537604689616,
"returnOnEquity": 0.32984371370740284,
"returnOnCapitalEmployed": 0.10947518743305962,
"netIncomePerEBT": 0.8745436150090178,
"ebtPerEbit": 0.9884772588920776,
"ebitPerRevenue": 0.2811594557257601,
"debtRatio": 0.32617195661387666,
"debtEquityRatio": 1.8130537213392175,
"longTermDebtToCapitalization": 0.6193501531466102,
"totalDebtToCapitalization": 0.6445144319803721,
"interestCoverage": 23.044088176352705,
"cashFlowToDebtRatio": 0.24139824304538798,
"companyEquityMultiplier": 5.558582473371603,
"receivablesTurnover": 2.0874036645740826,
"payablesTurnover": 0.9718409387781323,
"inventoryTurnover": 6.173853897428922,
"fixedAssetTurnover": 1.878231917336395,
"assetTurnover": 0.24414245548266167,
"operatingCashFlowPerShare": 1.6805101718006317,
"freeCashFlowPerShare": 1.5471778067673214,
"cashPerShare": 3.980350134740222,
"payoutRatio": 0.19360193149237967,
"operatingCashFlowSalesRatio": 0.3225057153685343,
"freeCashFlowOperatingCashFlowRatio": 0.9206595905989385,
"cashFlowCoverageRatios": 0.24139824304538798,
"shortTermCoverageRatios": 2.3534659648496743,
"capitalExpenditureCoverageRatio": -12.603917821309127,
"dividendPaidAndCapexCoverageRatio": 15.022779043280183,
"dividendPayoutRatio": 0.19360193149237964,
"priceBookValueRatio": 50.517075149815845,
"priceToBookRatio": 50.517075149815845,
"priceToSalesRatio": 37.224668234531826,
"priceEarningsRatio": 38.28864478119813,
"priceToFreeCashFlowsRatio": 125.37020577181208,
"priceToOperatingCashFlowsRatio": 115.4232823191812,
"priceCashFlowRatio": 115.4232823191812,
"priceEarningsToGrowthRatio": -2.2531394813551207,
"priceSalesRatio": 37.224668234531826,
"dividendYield": 0.0012640949594764,
"enterpriseValueMultiple": 135.9134788929472,
"priceFairValue": 50.517075149815845
}
]
data.ExecutiveComp
Add to data list: ExecutiveComp("AAPL")
Data dictionary access: ("executive_comp", "AAPL")
Contains executive compensation data in the following format:
[
{
"cik": "0000320193",
"symbol": "AAPL",
"companyName": "Apple Inc.",
"industryTitle": "ELECTRONIC COMPUTERS",
"acceptedDate": "2022-01-06 16:30:34",
"filingDate": "2022-01-06",
"nameAndPosition": "Kate Adams Senior Vice President, General Counsel and Secretary",
"year": 2020,
"salary": 1000000,
"bonus": 0,
"stock_award": 21657687,
"incentive_plan_compensation": 3577000,
"all_other_compensation": 14310,
"total": 26248995,
"url": "https://www.sec.gov/Archives/edgar/data/320193/000119312522003583/0001193125-22-003583-index.htm"
}
]
data.SectorsPERatio
Add to data list: SectorsPERatio("NYSE")
Data dictionary access: ("sectors_pe_ratio", "NYSE")
Contains price/earnings ratios for various sectors in the following format:
[
{
"date": "2023-03-03",
"sector": "Basic Materials",
"exchange": "NYSE",
"pe": "18.33197269872979"
}
]
data.IndustriesPERatio
Add to data list: IndustriesPERatio("NYSE")
Data dictionary access: ("industries_pe_ratio", "NYSE")
Contains price/earnings ratios for various industries in the following format:
[
{
"date": "2023-03-03",
"industry": "Advertising Agencies",
"exchange": "NYSE",
"pe": "3.4058333333333337"
}
]
data.GDPAllCountries
Add to data list: GDPALLCountries()
Data dictionary access: ("gdp_by_country")
Contains GDP data in the following format:
[
{
"date": "2021-01-01",
"country": "Serbia",
"value": 63068134601.1254
}
]
data.CapacityUtilizationRate
Add to data list: CapacityUtilizationRate()
Data dictionary access: ("capacity_utilization_rate")
Contains United States capacity utilization rate data in the following format:
[
{
"value": 74.96,
"date": "2021-01-01"
},
]
data.CorporateProfitAfterTax
Add to data list: CorporateProfitAfterTax()
Data dictionary access: ("corporate_profit_after_tax")
Contains United States post-tax corporate profit data in the following format:
[
{
"value": 2367.59,
"date": "2021-01-01"
},
]
data.WestTexasIntermediate
Add to data list: WestTexasIntermediate()
Data dictionary access: ("west_texas_intermediate")
Contains West Texas Intermediate crude oil prices in the following format:
[
{
"value": 47.47,
"date": "2021-01-04"
},
]
data.GrossPrivateDomesticInvestment
Add to data list: GrossPrivateDomesticInvestment()
Data dictionary access: ("gross_private_domestic_investment")
Contains United States gross private domestic investment data in the following format:
[
{
"value": 3927.98,
"date": "2021-01-01"
},
]
data.LeadingIndexUS
Add to data list: LeadingIndexUS()
Data dictionary access: ("leading_index_us")
Contains United States leading index data in the following format:
[
{
"value": 1,
"date": "2019-01-01"
},
]
data.StLouisFinancialStressIndex
Add to data list: StLouisFinancialStressIndex()
Data dictionary access: ("stlouis_financial_stress_index")
Contains St. Louis Fed financial stress index data in the following format:
[
{
"value": -0.63,
"date": "2019-01-04"
},
]
data.BroadUSDollarIndex
Add to data list: BroadUSDollarIndex()
Data dictionary access: ("broad_us_dollar_index")
Contains trade-weighted United States dollar index data in the following format:
[
{
"value": 128.09,
"date": "2019-01-02"
},
]
data.MajorCurrencyUSDollarIndex
Add to data list: MajorCurrencyUSDollarIndex()
Data dictionary access: ("major_currency_us_dollar_index")
Contains trade-weighted major currencies United States dollar index data in the following format:
[
{
"value": 92.11,
"date": "2019-01-02"
},
]
Household Debt & Financial Obligation
data.ConsumerDebtAsDisposableIncome
Add to data list: ConsumerDebtAsDisposableIncome()
Data dictionary access: ("consumer_debt_as_percent_disposable_income")
Contains consumer debt service pay as a percent of disposable income in the following format:
[
{
"date": "2021-01-01",
"value": 4.845927
}
]
data.HouseholdDebtAsDisposableIncome
Add to data list: HouseholdDebtAsDisposableIncome()
Data dictionary access: ("household_debt_as_percent_disposable_income")
Contains household debt service pay as a percent of disposable income in the following format:
[
{
"date": "2022-01-01",
"value": 9.534599
}
]
data.MortgageDebtAsDisposableIncome
Add to data list: MortgageDebtAsDisposableIncome()
Data dictionary access: ("mortgage_debt_as_percent_disposable_income")
Contains mortgage debt service pay as a percent of disposable income in the following format:
[
{
"date": "2022-01-01",
"value": 3.898285
}
]
data.HouseholdObligationsAsDisposableIncome
Add to data list: HouseholdObligationsAsDisposableIncome()
Data dictionary access: ("household_obligations_as_percent_disposable_income")
Contains household financial obligations as a percent of disposable income in the following format:
[
{
"date": "2022-01-01",
"value": 14.265082
}
]
data.HouseholdDebtToGDP
Add to data list: HouseholdDebtToGDP()
Data dictionary access: ("household_debt_to_gdp")
Contains United States household debt to GDP ratios in the following format:
[
{
"date": "2021-01-01",
"value": 75.3120260740148
}
]
data.TotalDebtToEquity
Add to data list: TotalDebtToEquity()
Data dictionary access: ("total_debt_to_equity")
Contains United States total debt to equity ratios in the following format:
[
{
"date": "2022-01-01",
"value": 81.2372123014568
}
]
Housing
data.OwnerOccupiedHousing
Add to data list: OwnerOccupiedHousing()
Data dictionary access: ("owner_occupied_housing")
Contains United States owner occupied housing data (in thousands of units) in the following format:
[
{
"date": "2022-01-01",
"value": 83544
}
]
data.RenterOccupiedHousing
Add to data list: RenterOccupiedHousing()
Data dictionary access: ("renter_occupied_housing")
Contains United States renter occupied housing data (in thousands of units) in the following format:
[
{
"date": "2022-01-01",
"value": 44230
},
]
data.VacantHousing
Add to data list: VacantHousing()
Data dictionary access: ("vacant_housing")
Contains United States vacant housing data (in thousands of units) in the following format:
[
{
"date": "2022-01-01",
"value": 15166
},
]
data.VacantHousingForRent
Add to data list: VacantHousingForRent()
Data dictionary access: ("vacant_housing_for_rent")
Contains United States vacant housing available for rent data (in thousands of units) in the following format:
[
{
"date": "2022-01-01",
"value": 2735
},
]
data.HousingCPI
Add to data list: HousingCPI()
Data dictionary access: ("housing_cpi")
Contains United States housing CPI data in the following format:
[
{
"date": "2022-01-01",
"value": 290.151
}
]
data.NewPrivateHousingUnitsStarted
Add to data list: NewPrivateHousingUnitsStarted()
Data dictionary access: ("new_private_housing_units_started")
Contains United States new private housing units (thousands of units) data in the following format:
[
{
"value": 1625,
"date": "2021-01-01"
},
]
Money Supply
data.M1MoneyStock
Add to data list: M1MoneyStock()
Data dictionary access: ("m1_money_stock")
Contains United States M1 money supply data in the following format:
[
{
"date": "2021-02-01",
"value": 18115.2
},
]
data.M1Velocity
Add to data list: M1Velocity()
Data dictionary access: ("m1_velocity")
Contains United States M1 money velocity (ratio of nominal GDP to money supply) data in the following format:
[
{
"date": "2021-10-01",
"value": 1.18
},
]
data.M2MoneyStock
Add to data list: M2MoneyStock()
Data dictionary access: ("m2_money_stock")
Contains United States M2 money supply data in the following format:
[
{
"date": "2021-02-01",
"value": 19411.7
},
]
data.M2Velocity
Add to data list: M2Velocity()
Data dictionary access: ("m2_velocity")
Contains United States M2 money velocity (ratio of nominal GDP to money supply) data in the following format:
[
{
"date": "2021-10-01",
"value": 1.12
},
]
data.StLouisMonetaryBase
Add to data list: StLouisMonetaryBase()
Data dictionary access: ("stlouis_adjusted_monetary_base")
Contains St. Louis adjusted monetary base data in the following format:
[
{
"date": "2019-12-18",
"value": 3382.8
},
]
Labor Market
data.AllEmpManufacturing
Add to data list: AllEmpManufacturing()
Data dictionary access: ("all_emp_manufacturing")
Contains manufacturing employee data in the following format:
[
{
"date": "2021-01-01",
"value": 12184
},
]
data.CivilianLaborForceParticipationRate
Add to data list: CivilianLaborForceParticipationRate()
Data dictionary access: ("civilian_laborforceparticipationrate")
Contains civilian labor force participation rate data in the following format:
[
{
"date": "2021-01-01",
"value": 61.4
},
]
data.CivilianEmpPopRatio
Add to data list: CivilianEmpPopRatio()
Data dictionary access: ("civilian_emp_pop_ratio")
Contains civilian employment population ratio data in the following format:
[
{
"date": "2021-01-01",
"value": 57.5
},
]
data.CivilianUnemployment
Add to data list: CivilianUnemployment()
Data dictionary access: ("civilian_unemployment")
Contains civilian employment population ratio data in the following format:
[
{
"date": "2021-01-01",
"value": 6.4
},
]
data.FourWeekMovingAverageInitialClaims
Add to data list: FourWeekMovingAverageInitialClaims()
Data dictionary access: ("4wk_moving_average_initial_claims")
Contains four week moving average of initial claims data in the following format:
[
{
"date": "2021-01-02",
"value": 805000
},
]
data.ICSAInitialClaims
Add to data list: ICSAInitialClaims()
Data dictionary access: ("icsa_initial_claims")
Contains ICSA initial claims data in the following format:
[
{
"date": "2021-01-02",
"value": 781000
},
]
data.NaturalUnemploymentLongTerm
Add to data list: NaturalUnemploymentLongTerm()
Data dictionary access: ("natural_unemployment_longterm")
Contains long-term natural unemployment data in the following format:
[
{
"date": "2021-01-01",
"value": 4.47
},
]
data.NaturalUnemploymentShortTerm
Add to data list: NaturalUnemploymentShortTerm()
Data dictionary access: ("natural_unemployment_shortterm")
Contains short-term natural unemployment data in the following format:
[
{
"date": "2021-01-01",
"value": 4.47
},
]
data.LaborTotalNonFarms
Add to data list: LaborTotalNonFarms()
Data dictionary access: ("labor_total_nonfarms")
Contains non-farm employee data in the following format:
[
{
"date": "2021-01-01",
"value": 143017
},
]
data.LaborUnemployed
Add to data list: LaborUnemployed()
Data dictionary access: ("labor_unemployed")
Contains unemployed employee data in the following format:
[
{
"date": "2021-01-01",
"value": 143017
},
]
data.LaborForceParticipation
Add to data list: LaborForceParticipation()
Data dictionary access: ("labor_force_participation_rate")
Contains labor force participation rate data in the following format:
[
{
"date": "2022-01-01",
"country": "Alabama",
"value": 56.4
}
]
Income & Expenditure
data.DisposablePersonalIncomeUS
Add to data list: DisposablePersonalIncomeUS()
Data dictionary access: ("disposable_personal_income_us")
Contains United States disposable personal income data in the following format:
[
{
"date": "2021-01-01",
"value": 19120.3
},
]
data.PersonalConsumptionExp
Add to data list: PersonalConsumptionExp()
Data dictionary access: ("personal_consumption_exp")
Contains United States personal consumption expenditures data in the following format:
[
{
"date": "2021-01-01",
"value": 14857.9
},
]
data.PersonalConsumptionExpDurableGoods
Add to data list: PersonalConsumptionExpDurableGoods()
Data dictionary access: ("personal_consumption_exp_durable_goods")
Contains United States personal consumption expenditures (durable goods) data in the following format:
[
{
"date": "2021-01-01",
"value": 1912.6
},
]
data.PersonalSavingRate
Add to data list: PersonalSavingRate()
Data dictionary access: ("personal_saving_rate")
Contains United States savings as a percent of disposable income data in the following format:
[
{
"date": "2021-01-01",
"value": 19.9
},
]
data.RealDisposablePersonalIncomeUS
Add to data list: RealDisposablePersonalIncomeUS()
Data dictionary access: ("real_disposable_personal_income")
Contains United States real disposable personal income data in the following format:
[
{
"date": "2021-01-01",
"value": 16988.6
},
]
data.RealMedianHouseholdIncomeUS
Add to data list: RealMedianHouseholdIncomeUS()
Data dictionary access: ("real_median_household_income_us")
Contains United States real median household income data in the following format:
[
{
"date": "2020-01-01",
"value": 67521
},
]
data.RealRetailFoodServiceSales
Add to data list: RealRetailFoodServiceSales()
Data dictionary access: ("real_retail_and_food_svc_sales")
Contains United States real retail and food services sales data in the following format:
[
{
"date": "2021-01-01",
"value": 219392
},
]
Interest Rates
data.BankPrimeLoanRate
Add to data list: BankPrimeLoanRate()
Data dictionary access: ("bank_prime_loan_rate")
Contains United States top 25 bank prime loan rate data in the following format:
[
{
"date": "2021-01-04",
"value": 3.25
},
]
data.EffectiveFederalFundsRate
Add to data list: EffectiveFederalFundsRate()
Data dictionary access: ("effective_federal_funds_rate")
Contains United States effective federal funds rate data in the following format:
[
{
"date": "2021-01-01",
"value": 0.09
},
]
data.FiveYearBreakevenInflationRate
Add to data list: FiveYearBreakevenInflationRate()
Data dictionary access: ("5year_breakeven_inflation_rate")
Contains United States 5 year breakeven inflation rate data in the following format:
[
{
"date": "2021-01-04",
"value": 1.98
},
]
data.FiveYearForwardInflationExpectedRate
Add to data list: FiveYearForwardInflationExpectedRate()
Data dictionary access: ("5year_forward_inflation_expected_rate")
Contains United States expected 5-year future inflation rate data in the following format:
[
{
"date": "2021-01-04",
"value": 2.04
},
]
data.FiveYearTreasuryConstMaturityRate
Add to data list: FiveYearTreasuryConstMaturityRate()
Data dictionary access: ("5year_treasury_constmaturity_rate")
Contains United States Treasury securities 5-year constant maturity market yield data in the following format:
[
{
"date": "2021-01-04",
"value": 0.36
},
]
data.TedSpread
Add to data list: TedSpread()
Data dictionary access: ("ted_spread")
Contains United States TED spread data in the following format:
[
{
"date": "2021-01-04",
"value": 0.15
},
]
data.TenYearBreakevenInflationRate
Add to data list: TenYearBreakevenInflationRate()
Data dictionary access: ("10year_breakeven_inflation_rate")
Contains United States 10 year breakeven inflation rate data in the following format:
[
{
"date": "2021-01-04",
"value": 2.01
},
]
data.TenYearTreasuryConstMaturityRate
Add to data list: TenYearTreasuryConstMaturityRate()
Data dictionary access: ("10year_treasury_constmaturity_rate")
Contains United States Treasury securities 10-year constant maturity market yield data in the following format:
[
{
"date": "2021-01-04",
"value": 0.93
},
]
data.ThirtyYearTreasuryConstMaturityRate
Add to data list: ThirtyYearTreasuryConstMaturityRate()
Data dictionary access: ("30year_treasury_constmaturityrate")
Contains United States Treasury securities 30-year constant maturity market yield data in the following format:
[
{
"date": "2021-01-04",
"value": 1.66
},
]
data.ThreeMonthTreasuryBill
Add to data list: ThreeMonthTreasuryBill()
Data dictionary access: ("3month_treasury_bill")
Contains United States 3 month treasury bill rate data in the following format:
[
{
"date": "2021-01-04",
"value": 0.09
},
]